A multivariate probit latent variable model for analyzing dichotomous responses

被引:0
|
作者
Song, XY [1 ]
Lee, SY [1 ]
机构
[1] Chinese Univ Hong Kong, Dept Stat, Shatin, Hong Kong, Peoples R China
关键词
maximum likelihood; Monte Carlo EM algorithm; observed-data likelihood; path sampling;
D O I
暂无
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We propose a multivariate probit model that is defined by a confirmatory factor analysis model with covariates for analyzing dichotomous data in medical research. Our proposal is a generalization of several useful multivariate probit models, and provides a flexible framework for practical applications. We implement a Monte Carlo EM algorithm for maximum likelihood estimation of the model, and develop a path sampling procedure to compute the observed-data log-likelihood for evaluating the Bayesian Information Criterion for model comparison. Our methodology is illustrated by analyzing two data sets in medical research.
引用
收藏
页码:645 / 664
页数:20
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